opensrdk-probability 0.8.9

Standard probability library for OpenSRDK toolchain.
Documentation
# `independent_array_joint`

$$
  p(\mathbf{y} \mid \mathbf{x}) = \prod_{i=1}^n p(y_i \mid x_i)
$$

Log

$$
 \log{p(\mathbf{y} \mid \mathbf{x})} = \log {p(y_1 \mid x_1)} + \cdots + \log{p(y_i \mid x_1)}+ \cdots + \log {p(y_n \mid x_1)}
$$

Log Value Difference

$$
  \frac{\partial \log{p(\mathbf{y} \mid \mathbf{x})}}{\partial \mathbf{y}}
  = \begin{bmatrix} \frac{\partial \log {p(y_1 \mid x_1)}}{\partial y_1} + \cdots + \frac{\partial \log {p(y_n \mid x_n)}}{\partial y_1} \\ \vdots  \\ \frac{\partial \log {p(y_1 \mid x_1)}}{\partial y_i} + \cdots + \frac{\partial \log {p(y_n \mid x_n)}}{\partial y_i} \\ \vdots \\ \frac{\partial \log {p(y_1 \mid x_1)}}{\partial y_n} + \cdots + \frac{\partial \log {p(y_n \mid x_n)}}{\partial y_n} \end{bmatrix}

  \\

  = \begin{bmatrix} \frac{\partial \log {p(y_1 \mid x_1)}}{\partial y_1} + 0 + \cdots \\ \vdots  \\ \cdots + 0 + \frac{\partial \log {p(y_i \mid x_i)}}{\partial y_i} + 0 + \cdots \\ \vdots  \\ 0 + \cdots + \frac{\partial \log {p(y_n \mid x_n)}}{\partial y_n} \end{bmatrix}

  \\

  = \begin{bmatrix} \frac{\partial \log {p(y_1 \mid x_1)}}{\partial y_1} \\ \vdots  \\ \frac{\partial \log {p(y_i \mid x_i)}}{\partial y_i} \\ \vdots  \\ \frac{\partial \log {p(\mathbf{y}_n \mid x_n)}}{\partial y_n} \end{bmatrix}
$$

Log Condition Difference

$$
  \frac{\partial \log{p(\mathbf{y} \mid \mathbf{x})}}{\partial \mathbf{x}}
  = \begin{bmatrix} \frac{\partial \log {p(y_1 \mid x_1)}}{\partial x_1} + \cdots + \frac{\partial \log {p(y_n \mid x_n)}}{\partial x_1} \\ \vdots  \\ \frac{\partial \log {p(y_1 \mid x_1)}}{\partial x_i} + \cdots + \frac{\partial \log {p(y_n \mid x_n)}}{\partial x_i} \\ \vdots  \\ \frac{\partial \log {p(y_1 \mid x_1)}}{\partial x_n} + \cdots + \frac{\partial \log {p(y_n \mid x_n)}}{\partial x_n}  \end{bmatrix}

  \\

  = \begin{bmatrix} \frac{\partial \log {p(y_1 \mid x_1)}}{\partial x_1} + 0 + \cdots \\ \vdots  \\ \cdots + 0 + \frac{\partial \log {p(y_i \mid x_i)}}{\partial x_i} + 0 + \cdots \\ \vdots  \\ 0 + \cdots + \frac{\partial \log {p(y_n \mid x_n)}}{\partial x_n} \end{bmatrix} 

  \\

  =\begin{bmatrix} \frac{\partial \log {p(y_1 \mid x_1)}}{\partial x_1} \\ \vdots  \\ \frac{\partial \log {p(y_i \mid x_i)}}{\partial x_i} \\ \vdots  \\ \frac{\partial \log {p(\mathbf{y}_n \mid x_n)}}{\partial x_n} \end{bmatrix} 
$$